Azadeh Kiapour - Department of Statistics, Babol branch, Islamic Azad Universty, Babol, Iran.

Shrinkage testimtion is concerned with the problem of making decision about parameter of interest, when a priori as point guess is available about unknwon parameter. In this paper, the problem of the shrinkage testimtion for the variance of a normal distribution under thereFLected gamma loss (RGL) function is considered. Some shrinkage testimators are proposed and their risks are computed under RGL. A comparision study is performed for evaluation of proposed shrinkage testimator.

refleacted gamma loss function, Normal distribution,Shrinkage testimators